If they don't want you to carry a gun on their property, I support that right. On the flip side, I don't think it's unreasonable for you to keep it in your vehicle, locked up in the event they don't allow you to carry. Unfortunately, currently, if they don't want guns on the property, you don't have that option legally, as far as I know.
There are discussions about "parking lot laws" to allow you to have your gun in your vehicle in the parking lot, even if someone doesn't allow weapons on their property... however, I believe this is mostly focused on places of employment. I don't really feel like looking this up right now, so someone else can do the work, if they'd like.